+35.5%
XLV vs REPL
-59.3%
+94.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -3.6% | -14.1% | +10.5% | -3.4% |
| 30D | -1.8% | -15.2% | +13.4% | -1.6% |
| 3M | +7.8% | +49.9% | -42.1% | +6.6% |
| 6M | +9.1% | +63.5% | -54.4% | +6.1% |
| YTD | +7.7% | +32.9% | -25.2% | +5.1% |
| 1Y | +20.4% | +115.0% | -94.6% | +14.9% |
| 3Y | +30.8% | -34.7% | +65.5% | +24.1% |
| All | +35.5% | -59.3% | +94.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling